+9,685.3%
RTX vs EMR
+4,298.0%
+5,387.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.1% |
| 7D | -5.1% | -1.6% | -3.6% | -4.4% |
| 30D | +5.1% | +2.0% | +3.2% | +3.8% |
| 3M | -14.8% | +3.8% | -18.6% | -17.0% |
| 6M | +8.0% | +10.5% | -2.5% | +1.2% |
| YTD | +4.5% | +23.7% | -19.2% | -9.3% |
| 1Y | +9.8% | +25.4% | -15.6% | -5.5% |
| 3Y | +144.2% | +86.6% | +57.6% | +61.1% |
| 5Y | +131.4% | +83.0% | +48.4% | +51.1% |
| 10Y | +273.3% | +319.5% | -46.2% | +51.4% |
| All | +9,685.3% | +4,298.0% | +5,387.3% | +1,179.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling